FBX export group instances to unity issue
You could try removing that empty object, in blender you use empty objects to avoid those z-axis issues between blender and unity. Also when exporting to FBX you could set what is your up-axis

EDITED:
From your shared file I exported one by one to FBX and them imported into Unity, without that axis issue, try that, BTW don't forget to set your forward and up axis... If it doesn't work let's go chat